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    SunWise Elite Port Ser Max Gr 75/100 (F0CAN064JE.TO)

    13.73 Up 0.19(1.40%) Jun 29

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up7
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):25.24%
    Worst 1 Yr Total Return(Dec 30, 2008):-29.17%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-3.69-2.53
    Beta (against Standard Index)0.750.88
    Mean Annual Return0.610.92
    R-squared (against Standard Index)79.1479.10
    Standard Deviation8.5110.31
    Sharpe Ratio0.781.00
    Treynor Ratio8.6311.66
    5 Years
    Alpha (against Standard Index)-5.39-3.22
    Beta (against Standard Index)0.850.94
    Mean Annual Return0.450.78
    R-squared (against Standard Index)80.9778.41
    Standard Deviation9.3610.67
    Sharpe Ratio0.480.83
    Treynor Ratio4.929.33
    10 Years
    Alpha (against Standard Index)-2.94-1.41
    Beta (against Standard Index)0.860.96
    Mean Annual Return0.240.48
    R-squared (against Standard Index)82.2581.76
    Standard Deviation11.2012.55
    Sharpe Ratio0.110.34
    Treynor Ratio0.753.82